BNP Paribas

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Vie - risk management officer (H/F)

28 September District de Luxembourg, Kirchberg Volunteering

BNP PARIBAS fait désormais partie des premiers acteurs européens de la banque, avec une présence internationale forte. Nous rejoindre, c'est partager notre volonté d'aller de l'avant.

BNP Paribas Asset Management is the asset-management arm of the BNP Paribas group. With assets under management totaling over EUR 500 billion and a staff of more than 4000 present in over 40 countries BNP Paribas Asset Management offers a comprehensive range of financial management services to institutional clients and distributors around the globe.
BNP Paribas Asset Management also heads a line-up of specialized management companies each with its own area of expertise and investment policies tailored to a particular asset class or local needs.
BNP Paribas Asset Management is searching for:                                    VIE – Risk Management Officer (H/F)
for a 12 months mission
 
 
Assignments:
 
Assist the local Investment Risk Management Team for identifying monitoring and reporting on investment risks.
Ensure for all Luxemburg funds the conformity of the BNPP AM Risk Management risk model with the local legislation of the countries where Luxemburg funds are registered.
 
Reporting
 
Perform timely consistent and accurate monthly reports as required by laws and regulations : 
 

    • Perform diverse reports for all BNPP AM Luxemburg sub-funds
- monthly risk reports ("risk dashboards" risk reports for fund's board...)
- assist the team for reports at the attention of the regulator (local and abroad)


    • Ensure integrity of risk reports (data figures limits...)


 
 
Ongoing Monitoring
 
Controlling risk indicators produced by risk systems (derivative exposures leverages VaR...) in relation to internal and/or regulatory risk limits
 

    • Monitoring the risk figures in line with the relevant fund's risk profile and regulatory requirements

    • Ensure the correct review of the fund's exposure to financial derivative instruments (UCITS commitment figures)

    • Ensure the correct review of UCITS & AIF leverages figures (Alternative Investment Funds)

    • Ensure the correct review of daily VaR reports (figures and limits)


 
Analysis
 

    • Analysis of exceptions and breaches and transmissions of analysis to the appropriate stakeholders (fund managers risk managers)

    • Able to understand diverse risk figures (formulas and figure's breakdown)


 
Derivative Valuation
 

    • Able to understand an apply derivative pricing formulas


 
 
Interact efficiently with the other teams (IT Risk Investment Compliance Fund Managers...) in order to ensure the development and the follow-up of comprehensive reports covering the various Risk aspects related to the Fund structures.
 
 
Acting as counsel on Risk matters for the various stakeholders (Product developers Fund managers and Investment Compliance)

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